Exchange rate dynamics, structural breaks, and central bank interventions in Colombia

We evaluate the effectiveness of the Colombian Central Bank´s interventions in the foreign exchange market during the period 2000 to 2014 -- We examine the stochastic process that describes the exchange rate, with a focus on the detection of structural breaks or unit roots in the data to determine w...

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Autores:
Uribe, Jorge Mario
Restrepo López, Natalia
Tipo de recurso:
Fecha de publicación:
2015
Institución:
Universidad EAFIT
Repositorio:
Repositorio EAFIT
Idioma:
eng
OAI Identifier:
oai:repository.eafit.edu.co:10784/9167
Acceso en línea:
http://hdl.handle.net/10784/9167
Palabra clave:
C22
G15
G28
G18
Martigala
Política monetaria - Historia - Colombia
BANCOS CENTRALES
CAMBIO EXTERIOR
MODELOS ECONOMÉTRICOS
SISTEMAS MONETARIOS
Banks and banking, central
Foreign exchange
Econometric models
Monetary systems
Rights
License
Copyright (c) 2015 Jorge Mario Uribe, Natalia Restrepo López